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Balík: r-cran-mfilter (0.1.5-1)

GNU R package providing miscellaneous time series filters

The package implements several time series filters useful for smoothing and extracting trend and cyclical components of a time series. The routines are commonly used in economics and finance, however they should also be interest to other areas. Currently, Christiano-Fitzgerald, Baxter-King, Hodrick-Prescott, Butterworth, and trigonometric regression filters are included in the package.

Ostatné balíky súvisiace s balíkom r-cran-mfilter

  • závisí
  • odporúča
  • navrhuje
  • dep: r-api-3.5
    virtuálny balík poskytovaný balíkom r-base-core
  • dep: r-base-core (>= 3.6.0-2ubuntu2)
    GNU R core of statistical computation and graphics system
  • sug: r-cran-forecast
    GNU R forecasting functions for time series and linear models
  • sug: r-cran-tseries
    GNU R package for time-series analysis and comp. finance

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